Privacy is not a black & white thing. Every step you take matters. And being entirely private without digital footprint is impossible unless you isolate yourself from the internet entirely.

To answer your question. Yes, they spy on you. To what degree depends on the OS and your settings. But they always cost you some privacy.

But it's never useless to take other steps just because you don't want to or can't switch OS. Because you'll still give them less data if you do. They might still have info on you. But the less, the better.

Taking easier steps like switching mail provider and other services you use to privacy-minded ones are a good and easy start anyone can do. Replacing apps/programs on your system with FOSS or privacy-minded ones is another good one.

Even the biggest noob can make a Proton account and use it instead of Gmail/Outlook. Use 1Password instead of your device/browser's password manager. Use LibreOffice instead of MS Office. Check F-droid for apps before Google Play (and perhaps even use Aurora when you do need it). Use FireFox instead of Edge or Chrome. Install a FOSS keyboard on your phone. Get rid of Social Media. Use Signal instead of WhatsApp. Those are just some example of easy my-grandpa-can-do-this level of difficulty options that already greatly improve your privacy (in fact, after I installed it for him, my grandpa does many of these!). Is it as private as an extremely hardened custom device by a security expert? Nah, but it's definitly much beter than a default device full of big-tech apps. Even if you just do 1 of them!

Since every step counts, I think we should apploud people for caring and starting to take steps instead of deminish them for not going in to the max. Changes like this are slow, especially with a big mass of people. The more people show they care, the more privacy-minded alternatives grow and show up and the more normal it becomes to care about privacy.